A Markovian approach to the analysis and optimization of a portfolio of credit card accounts

Master's

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Bibliographic Details
Main Author: PHILIPPE BRIAT
Other Authors: INDUSTRIAL & SYSTEMS ENGINEERING
Format: Theses and Dissertations
Language:English
Published: 2010
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/15199
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Institution: National University of Singapore
Language: English
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spelling sg-nus-scholar.10635-151992017-10-21T09:58:16Z A Markovian approach to the analysis and optimization of a portfolio of credit card accounts PHILIPPE BRIAT INDUSTRIAL & SYSTEMS ENGINEERING TANG LOON CHING Credit Card Portfolio, Markov Decision Process, Dynamic Programming, Attrition, Bankrupcty, Risk Sensitivity Master's MASTER OF ENGINEERING 2010-04-08T10:51:02Z 2010-04-08T10:51:02Z 2006-05-03 Thesis PHILIPPE BRIAT (2006-05-03). A Markovian approach to the analysis and optimization of a portfolio of credit card accounts. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15199 NOT_IN_WOS en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Credit Card Portfolio, Markov Decision Process, Dynamic Programming, Attrition, Bankrupcty, Risk Sensitivity
spellingShingle Credit Card Portfolio, Markov Decision Process, Dynamic Programming, Attrition, Bankrupcty, Risk Sensitivity
PHILIPPE BRIAT
A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
description Master's
author2 INDUSTRIAL & SYSTEMS ENGINEERING
author_facet INDUSTRIAL & SYSTEMS ENGINEERING
PHILIPPE BRIAT
format Theses and Dissertations
author PHILIPPE BRIAT
author_sort PHILIPPE BRIAT
title A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
title_short A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
title_full A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
title_fullStr A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
title_full_unstemmed A Markovian approach to the analysis and optimization of a portfolio of credit card accounts
title_sort markovian approach to the analysis and optimization of a portfolio of credit card accounts
publishDate 2010
url http://scholarbank.nus.edu.sg/handle/10635/15199
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